Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure (Q6249504)
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scientific article; zbMATH DE number 7842765
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure |
scientific article; zbMATH DE number 7842765 |
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4 March 2014
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q-fin.PM
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math.OC
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MEAN‐VARIANCE POLICY FOR DISCRETE‐TIME CONE‐CONSTRAINED MARKETS: TIME CONSISTENCY IN EFFICIENCY AND THE MINIMUM‐VARIANCE SIGNED SUPERMARTINGALE MEASURE (English)
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